PCA Index Dashboard Examples

This script was last run at 2024-03-13 16:53:05.597578+00:00 (UTC)
In US/Central Time, this is 2024-03-13 11:53:05.597578-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897794	-0.476537	0.085318	-0.006968	0.546067	0.254942
1997-01-03	-0.886086	-0.476537	-0.156442	0.008556	0.745623	0.205797
1997-01-06	-0.882184	-0.476537	-0.065030	-0.014730	0.778496	0.269723
1997-01-07	-0.882184	-0.455704	-0.129980	-0.045779	0.838116	0.383307
1997-01-08	-0.893892	-0.455704	-0.022932	-0.084590	0.786157	0.496500
...	...	...	...	...	...	...
2024-03-06	-0.815839	-1.528618	-0.713332	1.669670	1.123642	-0.203220
2024-03-07	-0.815839	-1.497368	-0.720549	1.809390	1.132966	-0.250780
2024-03-08	-0.819741	-1.476535	-0.684465	1.871488	1.023184	-0.227792
2024-03-11	-0.819741	-1.497368	-0.626731	1.871488	0.924885	-0.175476
2024-03-12	-0.843157	-1.507785	-0.792716	1.871488	1.034909	-0.175476

7185 rows × 6 columns

pc1

DATE
1997-01-02   -0.579669
1997-01-03   -0.685898
1997-01-06   -0.668774
1997-01-07   -0.705174
1997-01-08   -0.674815
                ...   
2024-03-06   -1.512248
2024-03-07   -1.532349
2024-03-08   -1.511484
2024-03-11   -1.487042
2024-03-12   -1.570994
Name: PC1, Length: 7185, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

fig = px.line(pc1)
fig.show()